Analysis of jump processes with nondegenerate jumping kernels

Kaßmann M, Mimica A (2013)
Stochastic Processes And Their Applications 123(2): 629-650.

Zeitschriftenaufsatz | Veröffentlicht| Englisch
 
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Abstract / Bemerkung
We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass Levin (2002) [3] and Bogdan Sztonyk (2005) [6] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions. (C) 2012 Elsevier B.V. All rights reserved.
Stichworte
Hamack inequality; Regularity estimate; Jump process; Harmonic function
Erscheinungsjahr
2013
Zeitschriftentitel
Stochastic Processes And Their Applications
Band
123
Ausgabe
2
Seite(n)
629-650
ISSN
0304-4149
Page URI
https://pub.uni-bielefeld.de/record/2560131

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Kaßmann M, Mimica A. Analysis of jump processes with nondegenerate jumping kernels. Stochastic Processes And Their Applications. 2013;123(2):629-650.
Kaßmann, M., & Mimica, A. (2013). Analysis of jump processes with nondegenerate jumping kernels. Stochastic Processes And Their Applications, 123(2), 629-650. doi:10.1016/j.spa.2012.09.016
Kaßmann, M., and Mimica, A. (2013). Analysis of jump processes with nondegenerate jumping kernels. Stochastic Processes And Their Applications 123, 629-650.
Kaßmann, M., & Mimica, A., 2013. Analysis of jump processes with nondegenerate jumping kernels. Stochastic Processes And Their Applications, 123(2), p 629-650.
M. Kaßmann and A. Mimica, “Analysis of jump processes with nondegenerate jumping kernels”, Stochastic Processes And Their Applications, vol. 123, 2013, pp. 629-650.
Kaßmann, M., Mimica, A.: Analysis of jump processes with nondegenerate jumping kernels. Stochastic Processes And Their Applications. 123, 629-650 (2013).
Kaßmann, Moritz, and Mimica, Ante. “Analysis of jump processes with nondegenerate jumping kernels”. Stochastic Processes And Their Applications 123.2 (2013): 629-650.